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FIKFX vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between FIKFX and ^GSPC is 0.70, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.7

Performance

FIKFX vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom Index Income Fund Investor Class (FIKFX) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%NovemberDecember2025FebruaryMarchApril
58.36%
387.02%
FIKFX
^GSPC

Key characteristics

Sharpe Ratio

FIKFX:

1.40

^GSPC:

0.49

Sortino Ratio

FIKFX:

2.02

^GSPC:

0.81

Omega Ratio

FIKFX:

1.26

^GSPC:

1.12

Calmar Ratio

FIKFX:

1.22

^GSPC:

0.50

Martin Ratio

FIKFX:

6.29

^GSPC:

2.07

Ulcer Index

FIKFX:

1.04%

^GSPC:

4.57%

Daily Std Dev

FIKFX:

4.69%

^GSPC:

19.43%

Max Drawdown

FIKFX:

-15.37%

^GSPC:

-56.78%

Current Drawdown

FIKFX:

-1.59%

^GSPC:

-10.73%

Returns By Period

In the year-to-date period, FIKFX achieves a 0.88% return, which is significantly higher than ^GSPC's -6.75% return. Over the past 10 years, FIKFX has underperformed ^GSPC with an annualized return of 2.18%, while ^GSPC has yielded a comparatively higher 10.05% annualized return.


FIKFX

YTD

0.88%

1M

-1.09%

6M

0.34%

1Y

6.38%

5Y*

2.17%

10Y*

2.18%

^GSPC

YTD

-6.75%

1M

-5.05%

6M

-5.60%

1Y

8.15%

5Y*

14.14%

10Y*

10.05%

*Annualized

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Risk-Adjusted Performance

FIKFX vs. ^GSPC — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FIKFX
The Risk-Adjusted Performance Rank of FIKFX is 8787
Overall Rank
The Sharpe Ratio Rank of FIKFX is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of FIKFX is 8686
Sortino Ratio Rank
The Omega Ratio Rank of FIKFX is 8585
Omega Ratio Rank
The Calmar Ratio Rank of FIKFX is 8888
Calmar Ratio Rank
The Martin Ratio Rank of FIKFX is 8888
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 7474
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 7171
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 7272
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 7777
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 7777
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FIKFX vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom Index Income Fund Investor Class (FIKFX) and S&P 500 (^GSPC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The chart of Sharpe ratio for FIKFX, currently valued at 1.40, compared to the broader market-1.000.001.002.003.00
FIKFX: 1.40
^GSPC: 0.49
The chart of Sortino ratio for FIKFX, currently valued at 2.02, compared to the broader market-2.000.002.004.006.008.00
FIKFX: 2.02
^GSPC: 0.81
The chart of Omega ratio for FIKFX, currently valued at 1.26, compared to the broader market0.501.001.502.002.503.00
FIKFX: 1.26
^GSPC: 1.12
The chart of Calmar ratio for FIKFX, currently valued at 1.22, compared to the broader market0.002.004.006.008.0010.00
FIKFX: 1.22
^GSPC: 0.50
The chart of Martin ratio for FIKFX, currently valued at 6.29, compared to the broader market0.0010.0020.0030.0040.0050.00
FIKFX: 6.29
^GSPC: 2.07

The current FIKFX Sharpe Ratio is 1.40, which is higher than the ^GSPC Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of FIKFX and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
1.40
0.49
FIKFX
^GSPC

Drawdowns

FIKFX vs. ^GSPC - Drawdown Comparison

The maximum FIKFX drawdown since its inception was -15.37%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for FIKFX and ^GSPC. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-1.59%
-10.73%
FIKFX
^GSPC

Volatility

FIKFX vs. ^GSPC - Volatility Comparison

The current volatility for Fidelity Freedom Index Income Fund Investor Class (FIKFX) is 2.57%, while S&P 500 (^GSPC) has a volatility of 14.23%. This indicates that FIKFX experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
2.57%
14.23%
FIKFX
^GSPC